Run an Equity Algorithm using the Stock Analysis Engine

run-equity-algorithm-using-the-stock-analysis-engine.py

import pandas as pd
from analysis_engine.algo import EquityAlgo
ticker = 'SPY'
demo_algo = EquityAlgo(
    ticker=ticker,
    balance=1000.00,
    commission=6.00,
    name='test-{}'.format(ticker))
date_key = '{}_2018-11-05'.format(
    ticker)
# mock the data pipeline in redis:
data = {
    ticker: [
        {
            'date': date_key,
            'data': {
                'daily': pd.DataFrame([
                    {
                        'high': 280.01,
                        'low': 270.01,
                        'open': 275.01,
                        'close': 272.02,
                        'volume': 123,
                        'date': '2018-11-01 15:59:59'
                    },
                    {
                        'high': 281.01,
                        'low': 271.01,
                        'open': 276.01,
                        'close': 273.02,
                        'volume': 124,
                        'date': '2018-11-02 15:59:59'
                    },
                    {
                        'high': 282.01,
                        'low': 272.01,
                        'open': 277.01,
                        'close': 274.02,
                        'volume': 121,
                        'date': '2018-11-05 15:59:59'
                    }
                ]),
                'minute': pd.DataFrame([]),
                'news': pd.DataFrame([]),
                'options': pd.DataFrame([])
                # etc
            }
        }
    ]
}

# run the algorithm
demo_algo.handle_data(data=data)

# get the algorithm results
results = demo_algo.get_result()

print(results)

nice!